Admissibility of the usual confidence interval for the normal mean |
| |
| Authors: | Paul Kabaila |
| |
| Institution: | Department of Mathematics and Statistics, La Trobe University, Victoria 3086, Australia |
| |
| Abstract: | Suppose that X1,…,Xn are independent and identically N(μ,σ2) distributed, where μ and σ are unknown parameters (μ∈R and σ>0). We prove that the usual confidence interval for μ is admissible within a broad class of confidence intervals. |
| |
| Keywords: | Admissibility Compromise decision theory Confidence interval Decision theory |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
